Consider these:
https://www.reddit.com/r/nvidia/comments/50wrka/i_paired_an_i7_860_with_a_gtx_1060_6gb_heres_how/
https://www.3dmark.com/fs/11158159
So generally, it should be OK in many applications, but you will likely see some holdbacks in CPU intensive games, such as GTA V, Witcher etc.
The 860 is still a well performing CPU, but it is ultimately your limiting factor. I can't see anyone recommending anything higher than a 1060, and there are probably slightly less powerful GPUs more suited to the 860. But you should see some tangible improvements, I would consider saving for a new CPU in the near future though, as the 860 will be your limiting factor.